Deepest overnight gap down per name, 2015 to 2025 (split dates removed)
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-05, from Can You Lose More Than You Invest?.
| ticker | occurred_on | worst_gap_down_pct |
|---|---|---|
| META | Oct 27, 2022 | 24.5 |
| AMD | Oct 25, 2018 | 21.4 |
| NVDA | Nov 16, 2018 | 19.3 |
| AAPL | Mar 16, 2020 | 13 |
| KO | Mar 16, 2020 | 12.9 |
| SPY | Mar 16, 2020 | 10.4 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, AMD, KO…) | |
occurred_on |
text | 4 distinct values (Mar 16, 2020, Nov 16, 2018, Oct 25, 2018…) | |
worst_gap_down_pct |
number | 10.4 to 24.5 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
ticker,
formatDateTime(argMin(session_date, gap_pct), '%b %e, %Y') AS occurred_on,
round(abs(min(gap_pct)), 1) AS worst_gap_down_pct
FROM
(
SELECT
ticker,
date AS session_date,
100 * (toFloat64(open) / lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date) - 1) AS gap_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('NVDA', 'META', 'AMD', 'AAPL', 'SPY', 'KO')
AND date >= '2015-01-02'
AND date <= '2025-09-30'
)
WHERE isFinite(gap_pct)
AND gap_pct < 0
AND (ticker, session_date) NOT IN (SELECT ticker, execution_date FROM global_markets.stocks_splits)
GROUP BY ticker
ORDER BY worst_gap_down_pct DESC
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.